[kaleidic]

Thanks for sharing.

Friend of mine started a company called Resolver Systems to do that for Python (end result). Nice experiment but bad timing for launch just before the crisis. Have got some algorithmic and infrastructure things in D, though plenty is done in other languages too. I ported Bloomberg API to D - it's open sourced bit currently not yet directly used in production. May start to be in coming months. It's not so hard to turn spreadsheets into code (its rarely the spreadsheet itself that does something complicated) so would rather rewrite that than try to do it automatically because code is easier to read, though I had dinner with a Dutch girl who is a professor who works on spreadsheets as functional languages.

[osullivj]

Giles Thomas? I remember going to the Resolver One launch in 05 or 06ish. About the same time as I was working with a couple of rates traders plugging monster spreadsheets into my etrading infrastructure; one doing rates structured notes pricing and quoting on Bloomberg, and the other market making ETO structures on Liffe. Market making out of a spreadsheet on a limit order book was challenging! Those sheets were too big to turn into code quickly, and the traders wanted to retain direct control over the pricing logic.

The Dutch girl must be Felienne :) "Spreadsheets are code"!

[vram22]

>Giles Thomas?

He and Harry Percival (IIRC) later founded PythonAnywhere.com , a Python environment (and more) in the cloud. It has some nice features.